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SSJ
3.3.1
Stochastic Simulation in Java
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This class implements random variate generators having the negative binomial distribution. More...
Public Member Functions | |
| NegativeBinomialGen (RandomStream s, double gamma, double p) | |
Creates a negative binomial random variate generator with parameters \(\gamma= \) gamma and \(p\), using stream s. | |
| NegativeBinomialGen (RandomStream s, NegativeBinomialDist dist) | |
Creates a new generator for the distribution dist, using stream s. | |
| double | getGamma () |
| Returns the parameter \(\gamma\) of this object. | |
| double | getP () |
| Returns the parameter \(p\) of this object. | |
Public Member Functions inherited from RandomVariateGenInt | |
| RandomVariateGenInt (RandomStream s, DiscreteDistributionInt dist) | |
Creates a new random variate generator for the discrete distribution dist, using stream s. More... | |
| int | nextInt () |
| Generates a random number (an integer) from the discrete distribution contained in this object. More... | |
| void | nextArrayOfInt (int[] v, int start, int n) |
Generates n random numbers from the discrete distribution contained in this object. More... | |
| int [] | nextArrayOfInt (int n) |
Generates n random numbers from the discrete distribution contained in this object, and returns them in a new array of size n. More... | |
| DiscreteDistributionInt | getDistribution () |
| Returns the umontreal.ssj.probdist.DiscreteDistributionInt used by this generator. More... | |
Public Member Functions inherited from RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
Creates a new random variate generator from the distribution dist, using stream s. More... | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. More... | |
| void | nextArrayOfDouble (double[] v, int start, int n) |
Generates n random numbers from the continuous distribution contained in this object. More... | |
| double [] | nextArrayOfDouble (int n) |
Generates n random numbers from the continuous distribution contained in this object, and returns them in a new array of size n. More... | |
| RandomStream | getStream () |
| Returns the umontreal.ssj.rng.RandomStream used by this generator. More... | |
| void | setStream (RandomStream stream) |
Sets the umontreal.ssj.rng.RandomStream used by this generator to stream. | |
| Distribution | getDistribution () |
| Returns the umontreal.ssj.probdist.Distribution used by this generator. More... | |
| String | toString () |
Returns a String containing information about the current generator. | |
Static Public Member Functions | |
| static int | nextInt (RandomStream s, double gamma, double p) |
Generates a new variate from the negative binomial distribution, with parameters \(\gamma= \) gamma and \(p = \) p, using stream s. | |
Protected Member Functions | |
| void | setParams (double gamma, double p) |
| Sets the parameter \(\gamma\) and \(p\) of this object. | |
Protected Attributes | |
| double | gamma |
| double | p |
Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
This class implements random variate generators having the negative binomial distribution.
\[ p(x) = \frac{\Gamma(\gamma+ x)}{x!\: \Gamma(\gamma)}\: p^{\gamma}(1 - p)^x, \qquad\mbox{for } x = 0, 1, 2, …\tag{fmass-negbin} \]
where \(\Gamma\) is the gamma function, \(\gamma> 0\) and \(0\le p\le1\). No local copy of the parameters \(\gamma\) and \(p\) is maintained in this class. The (non-static) nextInt method simply calls inverseF on the distribution.
1.8.14